Complementing the credit risk assessment of financial counterparties with market-based indicators / by Guillaume Ouellet Leblanc and Maarten R.C. van Oordt.: FB3-7/2017-15E-PDF
"The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties. These indicators supplement existing fundamental quantitative and qualitative credit risk analysis by providing a timely reading of markets’ perceptions of the credit quality of financial counterparties"--Abstract, p. [iii].
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Complementing the credit risk assessment of financial counterparties with market-based indicators / by Guillaume Ouellet Leblanc and Maarten R.C. van Oordt. |
| Series title | Staff analytical note = Note analytique du personnel, 2369-9639 ; 2017-15 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Cover title. Includes bibliographical references. Includes abstract in French. |
| Publishing information | [Ottawa] : Bank of Canada, c2017. |
| Author / Contributor | Leblanc, Guillaume Ouellet. Van Oordt, Maarten R. C. |
| Description | ii, 10 p. : col. charts |
| Catalogue number |
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| Subject terms | Financial institutions Credit Risk management |
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